Danish filmmaker Finn Noergaard was named as the victim killed by the gunman in the attack on the Krudttoenden cultural center during a panel discussion on freedom of expression.

Finn Nørgaard, named victim of the Copenhagen shooting (Photo: Linkedin)

The 55-year-old was said to have been a member of the audience, but died when the gunman opened fire with an automatic weapon - blasting through the centre’s windows at around 4pm yesterday.

The institute's chief Henrik Bo Nielsen said he was shocked and angry to find out Noergaard was gunned down while attending a discussion on art and free speech.

Gunman: Copenhagen Police released a photo of the suspect as they searched for him (Photo: Copenhagen Police/PA Wire)

Noergaard directed and produced documentaries for Danish television, including the 2004 "Boomerang boy" about an Australian boy's dreams to become a world boomerang champion and the 2008 "Le Le" about Vietnamese immigrants.

He was guarding a building behind the synagogue during a bat mitzvah when he was shot in the head. Two police officers who were there were slightly wounded.

Gunned down: Police killed the suspect in the early hours of this morning (Photo: AP Photo / TV2 Norway)

Israel's Prime Minister Benjamin Netanyahu decried the attack and said his government plans to encourage a "massive immigration" of Jews from Europe.

He said: "This wave of attacks is expected to continue, as well as murderous anti-Semitic attacks. Jews deserve security in every country, but we say to our Jewish brothers and sisters, Israel is your home."

The suspected gunman, who Danish intelligence officers said had been on their radar, was killed early this morning as he returned to a home that was under surveillance.

Terror: Two people were killed in the attacks (Photo: AP Photo / TV2 Norway)

Jens Madsen, head of the Danish intelligence agency PET, said investigators believe the gunman was inspired by Islamic radicalism.

"PET is working on a theory that the perpetrator could have been inspired by the events in Paris. He could also have been inspired by material sent out by (the Islamic State group) and others," Madsen said.

Islamic radicals carried out a massacre at the Charlie Hebdo newsroom in Paris last month, followed by an attack on Jews at a kosher grocery store, taking the lives of 17 victims.